A finite difference method for the wide‐angle “parabolic” equation in a waveguide with downsloping bottom

We consider the third‐order wide‐angle “parabolic” equation of underwater acoustics in a cylindrically symmetric fluid medium over a bottom of range‐dependent bathymetry. It is known that the initial‐boundary‐value problem for this equation may not be well posed in the case of (smooth) bottom profiles of arbitrary shape, if it is just posed e.g. with a homogeneous Dirichlet bottom boundary condition. In this article, we concentrate on downsloping bottom profiles and propose an additional boundary condition that yields a well‐posed problem, in fact making it L² ‐conservative in the case of appropriate real parameters. We solve the problem numerically by a Crank–Nicolson‐type finite difference scheme, which is proved to be unconditionally stable and second‐order accurate and simulates accurately realistic underwater acoustic problems. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Fourth‐order compact scheme for the one‐dimensional sine‐Gordon equation

Finite difference scheme to the generalized one‐dimensional sine‐Gordon equation is considered in this paper. After approximating the second order derivative in the space variable by the compact finite difference, we transform the sine‐Gordon equation into an initial‐value problem of a second‐order ordinary differential equation. Then Padé approximant is used to approximate the time derivatives. The resulting fully discrete nonlinear finite‐difference equation is solved by a predictor‐corrector scheme. Both Dirichlet and Neumann boundary conditions are considered in our proposed algorithm. Stability analysis and error estimate are given for homogeneous Dirichlet boundary value problems using energy method. Numerical results are given to verify the condition for stability and convergence and to examine the accuracy and efficiency of the proposed algorithm. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Existence and uniqueness of solutions of hyperbolic equations in divergence form with various boundary conditions on various parts of the boundary

We prove the existence and uniqueness of an energy class solution of an initial–boundary value problem for a semilinear equation in divergence form. We consider the case in which an inhomogeneous third boundary condition is posed on one part of the lateral surface of the cylinder in which the equation is studied and the homogeneous Dirichlet boundary condition is posed on the other part of the lateral surface.     

On the combination of some semi‐discretization methods and boundary integral equations for the numerical solution of initial boundary value problems

We consider initial boundary value problems for the homogeneous differential equation of hyperbolic or parabolic type in the unbounded two‐ or three‐dimensional spatial domain with the homogeneous initial conditions and with Dirichlet or Neumann boundary condition. The numerical solution is realized in two steps. At first using the Laguerre transformation or Rothe's method with respect to the time variable the non‐stationary problem is reduced to the sequence of boundary value problems for the non‐homogeneous Helmholtz equation. Further we construct the special integral representation for solutions and obtain the sequence of boundary integral equations (without volume integrals). For the full‐discretization of integral equations we propose some projection methods.     

Initial‐Boundary Value Problems for the Defocusing Nonlinear Schrödinger Equation in the Semiclassical Limit

Initial‐boundary value problems for integrable nonlinear partial differential equations have become tractable in recent years due to the development of so‐called unified transform techniques. The main obstruction to applying these methods in practice is that calculation of the spectral transforms of the initial and boundary data requires knowledge of too many boundary conditions, more than are required to make the problem well‐posed. The elimination of the unknown boundary values is frequently addressed in the spectral domain via the so‐called global relation, and types of boundary conditions for which the global relation can be solved are called linearizable. For the defocusing nonlinear Schrödinger equation, the global relation is only known to be explicitly solvable in rather restrictive situations, namely homogeneous boundary conditions of Dirichlet, Neumann, and Robin (mixed) type. General nonhomogeneous boundary conditions are not known to be linearizable. In this paper, we propose an explicit approximation for the nonlinear Dirichlet‐to‐Neumann map supplied by the defocusing nonlinear Schrödinger equation and use it to provide approximate solutions of general nonhomogeneous boundary value problems for this equation posed as an initial‐boundary value problem on the half‐line. Our method sidesteps entirely the solution of the global relation. The accuracy of our method is proven in the semiclassical limit, and we provide explicit asymptotics for the solution in the interior of the quarter‐plane space‐time domain.     

An optimal switching approach toward cost‐effective control of a stand‐alone photovoltaic panel system under stochastic environment

The operation of a stand‐alone photovoltaic (PV) system ultimately aims for the optimization of its energy storage. We present a mathematical model for cost‐effective control of a stand‐alone system based on a PV panel equipped with an angle adjustment device. The model is based on viscosity solutions to partial differential equations, which serve as a new and mathematically rigorous tool for modeling, analyzing, and controlling PV systems. We formulate a stochastic optimal switching problem of the panel angle, which is here a binary variable to be dynamically controlled under stochastic weather condition. The stochasticity comes from cloud cover dynamics, which is modeled with a nonlinear stochastic differential equation. In finding the optimal control policy of the panel angle, switching the angle is subject to impulsive cost and reduces to solving a system of Hamilton‐Jacobi‐Bellman quasi‐variational inequalities (HJBQVIs). We show that the stochastic differential equation is well posed and that the HJBQVIs admit a unique viscosity solution. In addition, a finite‐difference scheme is proposed for the numerical discretization of HJBQVIs. A demonstrative computational example of the HJBQVIs, with emphasis on a stand‐alone experimental system, is finally presented with practical implications for its cost‐effective operation.     

Identification problem for a one‐dimensional vibrating system

We discuss an inverse problem of determining a coefficient matrix and an initial value for a one‐dimensional non‐symmetric hyperbolic system of the first order by means of boundary values over a time interval. Provided that a time interval is sufficiently long and a given initial value satisfies some non‐degeneracy condition, we characterize coefficient matrices and initial values realizing the same boundary values. In the case where the initial value is fixed, we can prove the uniqueness in determining all the components of the coefficient matrices. The proof is based on a transformation formula and spectral properties. Copyright © 2005 John Wiley & Sons, Ltd.     

Local and non‐local boundary quenching

The quenching problem is examined for a one‐dimensional heat equation with a non‐linear boundary condition that is of either local or non‐local type. Sufficient conditions are derived that establish both quenching and non‐quenching behaviour. The growth rate of the solution near quenching is also given for a power‐law non‐linearity. The analysis is conducted in the context of a nonlinear Volterra integral equation that is equivalent to the initial–boundary value problem. Copyright © 1999 John Wiley & Sons, Ltd.     

A second‐order finite difference scheme for solving the dual‐phase‐lagging equation in a double‐layered nanoscale thin film

This article considers the dual‐phase‐lagging (DPL) heat conduction equation in a double‐layered nanoscale thin film with the temperature‐jump boundary condition (i.e., Robin's boundary condition) and proposes a new thermal lagging effect interfacial condition between layers. A second‐order accurate finite difference scheme for solving the heat conduction problem is then presented. In particular, at all inner grid points the scheme has the second‐order temporal and spatial truncation errors, while at the boundary points and at the interfacial point the scheme has the second‐order temporal truncation error and the first‐order spatial truncation error. The obtained scheme is proved to be unconditionally stable and convergent, where the convergence order in ‐norm is two in both space and time. A numerical example which has an exact solution is given to verify the accuracy of the scheme. The obtained scheme is finally applied to the thermal analysis for a gold layer on a chromium padding layer at nanoscale, which is irradiated by an ultrashort‐pulsed laser. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 142–173, 2017     

Convergence to equilibrium for a fully hyperbolic phase‐field model with Cattaneo heat flux law

We consider a fully hyperbolic phase‐field model in this paper. Our model consists of a damped hyperbolic equation of second order with respect to the phase function χ(t) , which is coupled with a hyperbolic system of first order with respect to the relative temperature θ(t) and the heat flux vector q (t). We prove the well‐posedness of this system subject to homogeneous Neumann boundary condition and no‐heat flux boundary condition. Then, we show that this dynamical system is a dissipative one. Finally, using the celebrated ?ojasiewicz–Simon inequality and by constructing an auxiliary functional, we prove that the solution of this problem converges to an equilibrium as time goes to infinity. We also obtain an estimate of the decay rate to equilibrium. Copyright © 2008 John Wiley & Sons, Ltd.     

Solving 2D time‐fractional diffusion equations by a pseudospectral method and Mittag‐Leffler function evaluation

Two‐dimensional time‐fractional diffusion equations with given initial condition and homogeneous Dirichlet boundary conditions in a bounded domain are considered. A semidiscrete approximation scheme based on the pseudospectral method to the time‐fractional diffusion equation leads to a system of ordinary fractional differential equations. To preserve the high accuracy of the spectral approximation, an approach based on the evaluation of the Mittag‐Leffler function on matrix arguments is used for the integration along the time variable. Some examples along with numerical experiments illustrate the effectiveness of the proposed approach. Copyright © 2016 John Wiley & Sons, Ltd.     

An inverse problem for space‐fractional backward diffusion problem

In this paper, an inverse problem for space‐fractional backward diffusion equation, which is highly ill‐posed, is considered. This problem is obtained from the classical diffusion equation by replacing the second‐order space derivative with a Riesz–Feller derivative of order α ∈ (0,2]. We show that such a problem is severely ill‐posed, and further present a simplified Tikhonov regularization method to deal with this problem. Convergence estimate is presented under a priori choice of regularization parameter. Numerical experiments are given to illustrate the accuracy and efficiency of the proposed method. Copyright © 2013 John Wiley & Sons, Ltd.     

On the asymptotic behavior of a simple eigenvalue of a boundary value problem in a domain perforated along the boundary

We consider a boundary value problem for the Laplace operator in a model domain periodically perforated along the boundary. We assume that the homogeneous Neumann condition is posed on the exterior boundary and the homogeneous Dirichlet condition is posed on the boundary of the cavities. We construct and justify the asymptotic expansions of eigenelements of the boundary value problem.     

A nonhomogeneous boundary value problem for the Kuramoto–Sivashinsky equation in a quarter plane

We study the initial boundary value problem for the one‐dimensional Kuramoto–Sivashinsky equation posed in a half line with nonhomogeneous boundary conditions. Through the analysis of the boundary integral operator, and applying the known results of the Cauchy problem of the Kuramoto–Sivashinsky equation posed on the whole line , the initial boundary value problem of the Kuramoto–Sivashinsky equation is shown to be globally well‐posed in Sobolev space for any s >?2. Copyright © 2017 John Wiley & Sons, Ltd.     

A high order accurate numerical method for solving two‐dimensional dual‐phase‐lagging equation with temperature jump boundary condition in nanoheat conduction

Dual‐phase‐lagging (DPL) equation with temperature jump boundary condition (Robin's boundary condition) shows promising for analyzing nanoheat conduction. For solving it, development of higher‐order accurate and unconditionally stable (no restriction on the mesh ratio) numerical schemes is important. Because the grid size may be very small at nanoscale, using a higher‐order accurate scheme will allow us to choose a relative coarse grid and obtain a reasonable solution. For this purpose, recently we have presented a higher‐order accurate and unconditionally stable compact finite difference scheme for solving one‐dimensional DPL equation with temperature jump boundary condition. In this article, we extend our study to a two‐dimensional case and develop a fourth‐order accurate compact finite difference method in space coupled with the Crank–Nicolson method in time, where the Robin's boundary condition is approximated using a third‐order accurate compact method. The overall scheme is proved to be unconditionally stable and convergent with the convergence rate of fourth‐order in space and second‐order in time. Numerical errors and convergence rates of the solution are tested by two examples. Numerical results coincide with the theoretical analysis. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1742–1768, 2015     

Well‐posedness of initial boundary value problems on longitudinal impact on a composite linear viscoelastic bar

We investigate the correctness of the initial boundary value problem of longitudinal impact on a piecewise‐homogeneous semi‐infinite bar consisting of a semi‐infinite elastic part and finite length visco‐elastic part whose hereditary properties are described by linear integral relations with an arbitrary difference kernel. Introducing nonstationary regularization in boundary conditions and in the contact conditions, the well‐posedness of the considered problem is proved. Copyright © 2017 John Wiley & Sons, Ltd.     

Determining of three unknown functions of a semilinear ultraparabolic equation

In this paper, we consider the inverse problem for second‐order semilinear ultraparabolic equation. The equation has unknown function of time variable in its minor coefficient and two unknown functions of time and spacial variables in its right‐hand side. Initial, boundary, and integral type overdetermination conditions are posed. By using the properties of the solutions of the corresponding initial‐boundary value problem and the method of successive approximations, the sufficient conditions of the existence, and the uniqueness of the solution for the inverse problem are obtained on some time interval that depends on the coefficients of the equation.     

Local strong solutions to a compressible non‐Newtonian fluid with density‐dependent viscosity

We consider the initial boundary problem for a compressible non‐Newtonian fluid with density‐dependent viscosity. The local existence of strong solution is established that is based on some compatibility condition. Moreover, it is also proved that the solutions are to blow up, and the maximum norm of velocity gradients controls the possible break down of the strong solutions. Copyright © 2016 John Wiley & Sons, Ltd.     

Determination of a control function in three‐dimensional parabolic equations by Legendre pseudospectral method

A Legendre pseudospectral method is proposed for solving approximately an inverse problem of determining an unknown control parameter p(t) which is the coefficient of the solution u(x, y, z, t) in a diffusion equation in a three‐dimensional region. The diffusion equation is to be solved subject to suitably prescribed initial‐boundary conditions. The presence of the unknown coefficient p(t) requires an extra condition. This extra condition considered as the integral overspecification over the spacial domain. For discretizing the problem, after homogenization of the boundary conditions, we apply the Legendre pseudospectral method in a matrix based manner. As a results a system of nonlinear differential algebraic equations is generated. Then by using suitable transformation, the problem will be converted to a homogeneous time varying system of linear ordinary differential equations. Also a pseudospectral method for efficient solving of the resulted system of ordinary differential equations is proposed. The solution of this system gives the approximation to values of u and p. The matrix based structure of the present method makes it easy to implement. Numerical experiments are presented to demonstrate the accuracy and the efficiency of the proposed computational procedure. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 74‐93, 2012     

Shape reconstruction for the time‐dependent Navier‐Stokes flow

This article deals with the shape reconstruction of a bounded domain with a viscous incompressible fluid driven by the time‐dependent Navier‐Stokes equations. For the approximate solution of the ill‐posed and nonlinear problem we propose a regularized Newton method. A theoretical foundation for the Newton method is given by establishing the differentiability of the initial boundary value problem with respect to the interior boundary curve in the sense of the domain derivative. Numerical examples indicate the feasibility of our method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008